+36.9%
MSI vs RIO
+23.2%
+13.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +2.6% | +0.1% | +2.4% | +2.6% |
| 30D | +18.1% | -10.5% | +28.6% | +18.3% |
| 3M | +13.2% | -15.9% | +29.1% | +13.5% |
| 6M | +36.3% | -22.3% | +58.5% | +37.9% |
| YTD | +39.5% | +9.3% | +30.2% | +34.9% |
| 1Y | +36.9% | +23.0% | +13.9% | +27.8% |
| All | +36.9% | +23.2% | +13.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling